-97.7%
IRE vs RVTY
+74.0%
-171.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -2.5% | -20.8% | -21.2% |
| 7D | -46.8% | -3.6% | -43.3% | -44.6% |
| 30D | -75.5% | +1.4% | -76.9% | -75.1% |
| 3M | -79.4% | +43.2% | -122.6% | -83.4% |
| 6M | -91.3% | +84.5% | -175.8% | -94.8% |
| YTD | -90.8% | +65.2% | -156.0% | -94.7% |
| 1Y | -97.7% | +74.3% | -172.0% | -98.8% |
| All | -97.7% | +74.0% | -171.7% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling